Article ID Journal Published Year Pages File Type
978642 Physica A: Statistical Mechanics and its Applications 2006 9 Pages PDF
Abstract
Surrogate testing is used widely to determine the nature of the process generating the given empirical sample. In the present study, the usefulness of phase-randomized surrogates, amplitude adjusted Fourier transform and iterated amplitude adjusted Fourier transform surrogates on statistical inference of linearly correlated noise with non-Gaussian innovations and their static, invertible nonlinear transforms from their empirical samples are discussed. Existing surrogate testing procedures, which retain the auto-correlation function in the surrogates, may not be appropriate in the presence of non-Gaussian innovations.
Related Topics
Physical Sciences and Engineering Mathematics Mathematical Physics
Authors
,